+259.6%
SCHD vs FIX
+3,564.5%
-3,305.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +2.7% | +9.4% | -6.7% | +1.0% |
| 30D | +7.1% | -27.8% | +34.9% | +12.3% |
| 3M | +5.7% | -35.6% | +41.3% | +12.6% |
| 6M | +15.6% | -45.2% | +60.8% | +25.6% |
| YTD | +34.9% | +19.5% | +15.4% | +23.3% |
| 1Y | +37.4% | +24.2% | +13.1% | +24.1% |
| 3Y | +74.5% | +494.2% | -419.6% | -2.6% |
| 5Y | +63.7% | +1,036.1% | -972.5% | -27.3% |
| All | +259.6% | +3,564.5% | -3,305.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling